Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities -- Unexplained PnL -- VaR --- Trades Count --- Adjustments --- contributors.COUNT.VaR --- Expected Shortfall --- Expected Tail Gain --- Notional --- Tail --- Technical --- update.TIMESTAMP.VaR --- Utility --- Value At Earning --- Value At Risk Datastores Calculations Guide Input file formats Weighted ES 99 Weighted ES Weighted ES DtD Weighted ES DtD % Difference Weighted ES Previous Weighted ES Scenario Name(s) Weighted ES Values Weighted ES with % Difference Page 1 of 1 Weighted ES with % Difference Weighted ES
Market Risk Accelerator Cube Reference Guide v1.7.2